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This paper presents an extensive study of linear and logistic regression algorithms implemented with 1T1R memristor crossbars arrays. Using a sophisticated simulation platform that wraps circuit-level simulations of 1T1R crossbars and physics-based models of RRAM (memristors), we elucidate the impact of device variability on algorithm accuracy, convergence rate and precision. Moreover, a smart pulsing strategy is proposed for practical implementation of synaptic weight updates that can accelerate training in real crossbar architectures. Stochastic multi-variable linear regression shows robustness to memristor variability in terms of prediction accuracy but reveals impact on convergence rate and precision. Similarly, the stochastic logistic regression crossbar implementation reveals immunity to memristor variability as determined by negligible effects on image classification accuracy but indicates an impact on training performance manifested as reduced convergence rate and degraded precision. [ABSTRACT FROM AUTHOR]

Growth transformations constitute a class of fixed-point multiplicative update algorithms that were originally proposed for optimizing polynomial and rational functions over a domain of probability measures. In this paper, we extend this framework to the domain of bounded real variables which can be applied towards optimizing the dual cost function of a generic support vector machine (SVM). The approach can, therefore, not only be used to train traditional soft-margin binary SVMs, one-class SVMs, and probabilistic SVMs but can also be used to design novel variants of SVMs with different types of convex and quasi-convex loss functions. In this paper, we propose an efficient training algorithm based on polynomial growth transforms, and compare and contrast the properties of different SVM variants using several synthetic and benchmark data sets. The preliminary experiments show that the proposed multiplicative update algorithm is more scalable and yields better convergence compared to standard quadratic and nonlinear programming solvers. While the formulation and the underlying algorithms have been validated in this paper only for SVM-based learning, the proposed approach is general and can be applied to a wide variety of optimization problems and statistical learning models. [ABSTRACT FROM AUTHOR]

Memory is one of the most important mechanisms in recurrent neural networks (RNNs) learning. It plays a crucial role in practical applications, such as sequence learning. With a good memory mechanism, long term history can be fused with current information, and can thus improve RNNs learning. Developing a suitable memory mechanism is always desirable in the field of RNNs. This paper proposes a novel memory mechanism for RNNs. The main contributions of this paper are: 1) an auxiliary memory unit (AMU) is proposed, which results in a new special RNN model (AMU-RNN), separating the memory and output explicitly and 2) an efficient learning algorithm is developed by employing the technique of error flow truncation. The proposed AMU-RNN model, together with the developed learning algorithm, can learn and maintain stable memory over a long time range. This method overcomes both the learning conflict problem and gradient vanishing problem. Unlike the traditional method, which mixes the memory and output with a single neuron in a recurrent unit, the AMU provides an auxiliary memory neuron to maintain memory in particular. By separating the memory and output in a recurrent unit, the problem of learning conflicts can be eliminated easily. Moreover, by using the technique of error flow truncation, each auxiliary memory neuron ensures constant error flow during the learning process. The experiments demonstrate good performance of the proposed AMU-RNNs and the developed learning algorithm. The method exhibits quite efficient learning performance with stable convergence in the AMU-RNN learning and outperforms the state-of-the-art RNN models in sequence generation and sequence classification tasks. [ABSTRACT FROM AUTHOR]

This paper proposes an iterative learning control (ILC) algorithm with gain adaptation for discrete-time stochastic systems. The algorithm is based on Kesten's accelerated stochastic approximation (SA) algorithm. The gain adaptation uses only tracking error information, and, hence, is a data-driven adaptation approach. If stochastic noises account for a small proportion of the tracking error, the learning gain matrix remains constant with a high probability. If stochastic noises dominate the tracking error, the learning gain matrix is decreasing. Therefore, the new ILC algorithm converges more quickly than existing SA-based algorithms. In addition, the classic P-type ILC law for noise-free systems is a special case of the new ILC algorithm. The behaviors of the proposed ILC algorithm are demonstrated through examples. [ABSTRACT FROM AUTHOR]

The limited memory version of the Broyden–Fletcher–Goldfarb–Shanno (L-BFGS) algorithm is the most popular quasi-Newton algorithm in machine learning and optimization. Recently, it was shown that the stochastic L-BFGS (sL-BFGS) algorithm with the variance-reduced stochastic gradient converges linearly. In this paper, we propose a new sL-BFGS algorithm by importing a proper momentum. We prove an accelerated linear convergence rate under mild conditions. The experimental results on different data sets also verify this acceleration advantage. [ABSTRACT FROM AUTHOR]

Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear convergence with the Fletcher and Reeves method for strongly convex and smooth functions. We experimentally demonstrate that the CG with variance reduction algorithm converges faster than its counterparts for four learning models, which may be convex, nonconvex or nonsmooth. In addition, its area under the curve performance on six large-scale data sets is comparable to that of the LIBLINEAR solver for the $L2$ -regularized $L2$ -loss but with a significant improvement in computational efficiency. 1 CGVR algorithm is available on github: https://github.com/xbjin/cgvr [ABSTRACT FROM AUTHOR]

In this paper, we consider the composition optimization with two expected-value functions in the form of $({1}/{n})\sum _{i = 1}^{n} F_{i}\left({({1}/{m})\sum _{j = 1}^{m} G_{j}(x)}\right)+R(x)$ , which formulates many important problems in statistical learning and machine learning such as solving Bellman equations in reinforcement learning and nonlinear embedding. Full gradient- or classical stochastic gradient descent-based optimization algorithms are unsuitable or computationally expensive to solve this problem due to the inner expectation $({1}/{m})\sum _{j = 1}^{m} G_{j}(x)$. We propose a dualityfree-based stochastic composition method that combines the variance reduction methods to address the stochastic composition problem. We apply the stochastic variance reduction gradient- and stochastic average gradient algorithm-based methods to estimate the inner function and the dualityfree method to estimate the outer function. We prove the linear convergence rate not only for the convex composition problem but also for the case that the individual outer functions are nonconvex, while the objective function is strongly convex. We also provide the results of experiments that show the effectiveness of our proposed methods. [ABSTRACT FROM AUTHOR]

Nonnegative matrix factorization (NMF) and symmetric NMF (SymNMF) have been shown to be effective for clustering linearly separable data and nonlinearly separable data, respectively. Nevertheless, many practical applications demand constrained algorithms in which a small number of constraints in the form of must-link and cannot-link are available. In this paper, we propose an NMF-based constrained clustering framework in which the similarity between two points on a must-link is enforced to approximate 1 and the similarity between two points on a cannot-link is enforced to approximate 0. We then formulate the framework using NMF and SymNMF to deal with clustering of linearly separable data and nonlinearly separable data, respectively. Furthermore, we present multiplicative update rules to solve them and show the correctness and convergence. Experimental results on various text data sets, University of California, Irvine (UCI) data sets, and gene expression data sets demonstrate the superiority of our algorithms over existing constrained clustering algorithms. [ABSTRACT FROM AUTHOR]